-1.5%
ELV vs AR
+19.9%
-21.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +1.3% | -14.3% | +15.6% | +2.0% |
| 30D | +5.3% | +1.4% | +3.8% | +5.0% |
| 3M | +9.2% | +3.4% | +5.8% | +8.8% |
| 6M | +14.5% | -2.1% | +16.6% | +14.4% |
| YTD | +23.2% | +4.7% | +18.5% | +22.3% |
| 1Y | +38.0% | +10.6% | +27.5% | +36.6% |
| 3Y | -1.5% | +24.6% | -26.1% | -3.7% |
| All | -1.5% | +19.9% | -21.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling